ZT.龙农:林毅夫是好样的，陈晓红更好

题记：林毅夫被任命为世界银行首席经济学家，是我们中国经济强大的标志；而陈晓红当选为 “计量经济学会院士（Econometric Society Fellow）”，应该是我们中国人经济学研究强大的标志。

一个真正的战士，应该在战场上纵横驰骋；在大街上耀武扬威，永远只是痞子。一个真正的经济学家应该在世界的杂志上发论文，帮助人民去认识世界；在国内新闻媒体上耀武扬威的，永远只是经济学痞。

在国内那些所谓的“经济学家”喧闹中，陈晓红在象牙塔里面，坐着冷板凳，认真作着世界领先的学问。我们庸俗的国人可以忽略她，但是世界经济学界不会忘记她。她才是我们学人的楷模。

一，林毅夫和世界银行首席经济学家

最近，林毅夫教授将被任命为世界银行首席经济学家的消息传开，全球华人经济学人为之振奋。这应该是作为一个入世的经济学者最高的荣誉。虽然我们不能否认林毅夫教授在经济学研究上的贡献，但是我们应该看到这个任命带有的很强的政治色彩。这件事情，总的来说应该是是我们经济增长模式被世界承认，中国国力日益强大的标志。

二，陈晓红与“计量经济学会院士”

但我们在为林毅夫欢呼的时候，却忽略了另外一个也同样值得全球华人经济学家振奋人心的消息。纽约大学和耶鲁大学的陈晓红教授在2007年底当选为”计量经济学会院士（Econometric Society Fellow）。这是改革开放后，出生中国大陆的第一位Fellow，一个看上去非常弱小的中国女性。在国内名声响当当经济学家，包括林毅夫，洪永淼，钱颖一，都不是“计量经济学会院士”。其他的华人Fellow 有邹至庄，刘遵义，肖政，李龙飞。能够当选为“计量经济学会院士”，这表明他们对经济学的贡献是非常巨大的。

作为一个经济学人，“计量经济学会院士”应该是除了“诺贝尔奖”之后的最高梦想。虽然名字为“计量经济学会”，但是这个组织的研究几乎涵盖了所有的经济学研究的所有的领域。欧美大学经济学系的排名很多时候就是数“计量经济学会院士”的个数。诺贝尔经济学奖是我们中国人的梦想。如果一个人不是“计量经济学会院士”, 那他离诺贝尔奖的距离是孙悟空翻一辈子筋斗也达不到的。换一个计量经济学的术语，我们可以说他得到诺贝尔奖的概率是 渐进近似于“零”。我们可以说陈晓红是离诺贝尔奖最近的中国人。所以，陈晓红当选为Econometric Society Fellow，应该是我们中国人经济学研究强大的标志。作为一个真正的经济学家，我们更为之骄傲。

三，陈晓红的贡献

为什么我们国内那些名声响当当的教授都不能当选为计量经济学会院士呢？从数量上讲，陈晓红的论文并不多，比另外的一些计量经济学家，比如 李奇，洪永淼等，都少很多。但是陈晓红的每一篇论文可以说都是坐了数年冷板凳的泣血之作。

那陈晓红的巨大贡献在哪里呢？

现代的经济学大体上可以分为微观经济学，宏观经济学，计量经济学三个部分。计量经济学的起源和目的是为了对微观经济学和宏观经济学理论进行检验。

在理论和实际应用中，计量经济学分为两个方向：参数方法和非参数方法。 在我们知道经济方程的形式的时候，我们可以用参数方法。通过一些检验，比如“t-检验”，“Chi-检验”，我们可以分析一个参数是否显著。

但是我们不知道方程形式的时候，我们就要用非参数的方法。非参数的方法有两种：一种我们称为“核（Kernel）”,一种我们称为“Sieve”。前一种的原理有点像移动平均，虽然我们可以找出一个曲线来拟合样本，但是这个方法的缺点是我们很难用它来检验经济学的理论。不同于Kernel方法，“Sieve”主要用“泰勒公式”或者“Power Series”等方法把一个形式未知的方程展开，然后估计这个方程。这样我们就可以检验那些参数是否显著。从某种意义上讲，Sieve 方法很接近于参数方法，在经济学中的应用会超过了Kernel 方法。陈晓红最大的贡献就是和艾春荣教授把“一般矩估计方法（GMM）”导入了Sieve 方法，证明了一致性，效率性以及正态性；一般化了Sieve 估计方法。这个贡献使得她与 LSE的 Peter Robinson 教授和 MIT的Whitney Newey教授成为了非参数计量经济学里面 最顶尖的人物。了不起啊！

要知道在Handbook of Econometrics 里面写专题的都是这个领域的最高手。陈晓红在Handbook of Econometrics的第六卷里面就有一章是她写的。了不起啊！

看看陈晓红的学术经历，那也是非常惊人的。UCSD的博士，芝加哥大学经济系助理教授，LSE的Reader(副教授), 纽约大学经济学系的教授，现在是耶鲁大学的教授。能够在世界这些最顶尖的大学里面纵横驰骋，除陈晓红，能有几人。了不起啊！

在国内那些所谓的“经济学家”喧闹中，陈晓红在一个角落里面，坐着冷板凳，认真作着真正的学问。我们庸俗的国人可以忽略她，但是世界经济学界不会忘记她。陈晓红才更是我们的骄傲。

四，经济学家的定位

            本来真正的经济学家应该是认真地了解这个世界, 是一门形而上的学问。我们对经济学的理解和定位在改革开放的大潮中已经迷失了方向。我们很多人都认为经济学就是一门用来“经邦济世”的学问。或许这是“经济学”这个外来词翻译得很漂亮的原因吧。不否认，经济学确实有“经邦济世” 的能力。但这个不是目的。因为其他的所有学问都有这个能力。物理学，天文学，化学，生物学，文学。。。都有经邦济世的能力。

经济学真正的目的是认识这个世界。如果我们不能认识这个世界，我们怎么去改造这个世界呢？在喧闹的中国，我们把学问的本末倒置了。悲哀啊！

林毅夫被任命为世界银行的首席经济学家，对一个入世的经济学家来说是最高荣誉。但是，这不是一个真正的经济学家最高的荣誉。 陈晓红才是真正的经济学家。所以世界经济学界给了她非常高的荣誉。他们才是我们真正的经济学家，为他们的成功欢呼！

五，结语

一个真正的战士，应该在战场上纵横驰骋；在大街上耀武扬威，永远只是痞子。一个真正的经济学家应该在世界的杂志上发论文，帮助人民去认识世界；在国内新闻媒体上耀武扬威的，永远只是经济学痞。

我们应该为我们真正的经济学家骄傲！为林毅夫被任命为世界银行首席经济学家欢呼；更为陈晓红当选为计量经济学会院士”欢呼！

WORKING PAPERS Cowles Foundation

XIAOHONG CHEN Professor of Economics E-mail: xiaohong.chen [at] yale.edu Office Address:   30 Hillhouse Ave., Rm. 11C Office telephone: (203) 432-5852 Fax: (203) 432-6167 Office Hours: TBA Mailing Address:   Department of Economics   Yale University   Box 208281   New Haven, CT 06520-8281 Research Affiliations:   Cowles Foundation Research Interests: Econometrics Teaching Fields: Econometrics Administrative Assistant:   Denise Fennelly   denise.fennelly [at] yale.edu   30 Hillhouse Ave., Rm. 14   (203) 432-3718   XIAOHONG CHEN (updated: May 2007) Department of Economics New York University 19 West 4th Street , 6th Floor New York, NY 10012, USA Email: xiaohong.chen@nyu.edu Phone: 212-998-8970 Fields: Econometric Theory, Non-/Semiparametrics, Sieve Methods, Nonlinear Time Series, Adaptive Learning, Copula. Education: Doctor of Philosophy (Economics), July 1993, University of California, San Diego Master of Arts (Economics), May 1988, University of Western Ontario, Canada USA-China joint Graduate Program, July 1987, The People’s University of China Bachelor of Science (Mathematics), July 1986, Wuhan University, P.R. China Employment History: 07/07-present Professor of Economics, Yale University 09/05-present Professor of Economics, New York University 04/07 Visiting Professor, Northwestern University 09/06-05/07 Cowles Foundation Visiting Professor, Yale University 03/06-04/06 Cowles Foundation Visiting Professor, Yale University 07/02-08/05 Associate professor, New York University 06/05-07/05 Visiting Professor, Humboldt University at Berlin 09/01-07/02 Visiting Scholar, Princeton University 08/01-09/01 Visiting Scholar, University of Illinois, Urbana- Champaign 05/00-05/00 Visiting Scholar, Universitat Pompeu Fabra, guest lecturing on learning models 10/00-11/02 Reader, Department of Economics, London School of Economics 7/99-9/00 Lecturer, Department of Economics, London School of Economics 9/93-6/99 Assistant Professor, Department of Economics, University of Chicago

Professional Activities:

Panelist, the National Science Foundation advisory panel on economics.

Panelist, the National Science Foundation advisory panel on mathematical, social and

behavioral sciences.

Program committee member of 2007 North American Summer Meeting of the

Econometric Society, (Duke).

Program committee member of 2006 North American Winter Meeting of the

Econometric Society, (Boston).

Program committee member of the 9th World Congress Meeting of the Econometric

Society (2005), (London).

Program committee member of 2004 North American Winter Meeting of the

Econometric Society. (San Diego).

Program committee member of 2007 European Meeting of the Econometric Society

(ESEM), (Budapest).

Program committee member of 2006 European Meeting of the Econometric Society

(ESEM), (Vienna).

Program committee member of 2002 European Meeting of the Econometric Society

(ESEM), (Venice).

Program committee member of 2001 European Meeting of the Econometric Society

(ESEM), (Lausanne).

Program committee member of 2007 International Symposium on Financial Engineering

and Risk Management (FERM2007), Beijing/China.

Program committee member of 2003 IEEE Conference on Computational Intelligence in

Financial Engineering (CIFER), (Hong Kong).

Associate Editor, Econometric Theory, Jan. 2005 – present

Associate Editor, The Econometrics Journal, May 2007 - present

Associate Editor, The Berkeley Journal of Time Series Econometrics, May 2007 - present

Editorial Board, Review of Economic Studies, Jan. 2001 – Dec. 2004

Editorial Board, Annals of Economics and Finance, 1999 - present

Director of Chinese Economist Scholars Association, 1995-1996

Referee for Economics Journals: Econometrica, Journal of Political Economy, Review of

Economic Studies, Journal of Econometrics, Econometric Theory, Management Science,

The Review of Economics and Statistics, Econometric Review, Journal of Economic

Dynamics and Control, Journal of Business and Economic Statistics, National Science

Foundation (USA).

Referee for Engineering Journals: IEEE Transactions on Information Theory, IEEE

Transactions on Neural Networks.

Referee for Statistics Journals: Journal of American Statistical Association,

Scandinavian Journal of Statistics, Annals of Statistics, Bernoulli, Journal of

Nonparametric Statistics, Biometrika, Finance and Stochastics, Statistics and Probability

Letter.

Publications and Forthcoming Papers:

“Semi-Nonparametric IV Estimation of Shape Invariant Engel Curves’’ (with R. Blundell

and D. Kristensen), 2006, forthcoming in Econometrica

``Semiparametric Efficiency in GMM Models With Auxiliary Data’’ (with H. Hong and

A. Tarozzi), 2005, forthcoming in Annals of Statistics.

``Statistical Inference for the Residuals of a Simple Multivariate Garch Model’’ (with L.

Peng, N. Chan, J. Chen, Y. Fan), 2006, forthcoming in Statistica Sinica.

``Sieve Extremum Estimation’’, entry for The New Palgrave Dictionary of Economics,

2nd edition: edited by Steven Durlauf and Lawrence Blume, 2007.

“Estimation of Possibly Misspecified Semiparametric Conditional Moment Restriction

Models with Different Conditioning Variables”, (with C. Ai) 2007, forthcoming in

Journal of Econometrics.

``Nonparametric Likelihood Ratio Model Selection Tests between Parametric Likelihood

and Moment Condition Models’’ (with H. Hong and M. Shum), 2007, forthcoming in

Journal of Econometrics.

``A Model Selection Test for Bivariate Failure-Time Data’’ (with Y. Fan),

Econometric Theory, 2007, vol. 23, 414-439.

``Large Sample Sieve Estimation of Semi-nonparametric Models’’, forthcoming in

Handbook of Econometrics, Vol. 6, 2005.

``Efficient Estimation of Semiparametric Multivariate Copula Models’’ (with Y. Fan, V.

Tsyrennikov), Journal of the American Statistical Association, 2006, vol. 101,

issue 475, 1228-1240.

``Estimation and Model Selection of Semiparametric Copula-based Multivariate

Dynamic Models under Copula Misspecification’’ (with Y. Fan), Journal of

Econometrics, 2006, Vol. 135, 125-154

``Estimation of Copula-based Semiparametric Time Series Models’’ (with Y. Fan),

Journal of Econometrics, 2006, Vol. 130, 307-335

``Pseudo-Likelihood Ratio Tests for Semiparametric Multivariate Copula Model

Selection’’ (with Y. Fan), Canadian Journal of Statistics, 2005, Vol. 33(3), 389-

414.

``Measurement Error Models with Auxiliary Data’’ (with H. Hong and E. Tamer),

Review of Economic Studies, 2005, Vol. 72, 343-366.

``Evaluating Density Forecasts via the Copula Approach’’ (with Y. Fan), 2004, Finance

Research Letters, Vol. 1, 74-84.

``Comment on `Iterative and Recursive Estimation in Structural Non-Adaptive Models’

by Pastorello, Patilea and Renault,’’ 2003, forthcoming in Journal of Business and

Economic Statistics.

“Estimation of Semiparametric Models when the Criterion Function is not Smooth,”

(with O. Linton and I. van Keilegom), Econometrica, 2003 Vol. 71 September, p.1591-

1608

“Efficient Estimation of Models with Conditional Moment Restrictions Containing

Unknown Functions”, (with C. Ai), Econometrica 2003, vol. 71 November, 1795-1843

“Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a

Hilbert Space,” (with H. White), Studies in Nonlinear Dynamics and

Econometrics 2002, vol. 6, issue 1, article 1.

“Mixing and Moment Properties of Various GARCH and Stochastic Volatility Models”

(with M. Carrasco), 2002, Econometric Theory, 18, 17-39.

“A New Semiparametric Spatial Model for Panel Time Series” (with T. Conley), 2001,

Journal of Econometrics, 105, 59-83.

“Semiparametric ARX Neural Network Models with an Application to Forecasting

Inflation” (with J. Racine and N. Swanson), 2001, IEEE Transactions on Neural

Networks, 12, 674-683.

“Model Check by Kernel Methods Under Weak Moment Conditions”, (with I. Ahmad

and Q. Li), 2001, Computational Statistics and Data Analysis, 36, 403.

“The Estimation of Conditional Densities” (with O. Linton and P. Robinson),

Asymptotics in Statistics and Probability, Festschrift for George Roussas (M.L. Puri,

ed.), VSP International Schience Publishers, the Netherlands (2001), 71-84.

“Beta-mixing and Moment Properties of RCA Models with Application to GARCH

(p,q)” (with M. Carrasco), 2000, Comptes Rendus de I’Academie des Sciences, t.331,

Series I, 85-90

“Improved Rates and Asymptotic Normality for Nonparametric Neural Network

Estimators” (with Halbert White), March 1999. IEEE Tran. Information Theory,

Vol. 45, 682-691.

“Consistent Hypothesis Testing in Semiparametric and Nonparametric Models for

Econometric Time Series” (with Yanqin Fan), 1999. Journal of Econometrics, 91,

373-401.

“Sieve Extremum Estimates for Weakly Dependent Data” (with Xiaotong Shen), March

1998, Econometrica, 289-314.

“Nonparametric Adaptive Learning with Feedback” (with Halbert White), Vol. 82, 1998.

Journal of Economic Theory, 190-222.

“Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent

Heterogeneous Arrays with Applications” (with Halbert White), April 1998,

Econometric Theory, 260-284.

“Laws of Large Numbers for Hilbert Space Valued Mixingales with Applications” (with

Halbert White), June 1996, Econometric Theory, 12, 284-304.

Papers under Revision:

``Estimation and model selection of semiparametric multivariate survival functions under

general censorship’’ (with Y. Fan, D. Pouzo, Z. Ying), 2006, conditionally accepted by

Journal of Econometrics.

“An Alternative Way of Computing Efficient IV Estimators” 2001, (with O. Linton),

revision requested by Journal of Econometrics

“Nonlinearity and Temporal Dependence’’ (with L. P. Hansen and M. Carrasco), May

1999, revision requested by Journal of Econometrics.

Working Papers:

``Identification and Inference of Nonlinear Models Using Two Samples With Arbitrary

Measurement Errors’’ (with Y. Hu), 2006, submitted.

``On Estimation of Semi/Nonparametric Conditional Moment Models With Possibly

Nonsmooth Moments’’ (with D. Pouzo), 2006.

``Measurement Error Models’’ (with H. Hong and D. Nekipelov), 2007, prepared for

Journal of Economic Literature.

``Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models’’

(with S. Ludvigson), May 2004, submitted.

“Principal Components and the Long Run” (with L. P. Hansen and J. Scheinkman), Oct.

2000, submitted.

``Simple Tests for Models of Dependence between Multiple Financial Time Series: with

Applications to U.S. Equity Returns and Exchange Rates’’ (with Y. Fan and A. Patton),

2003.

``On Efficient Sequential Estimation of Semi-nonparametric Moment Models’’, (with C.

Ai), August 2004.

“Nonparametric Recursive Moment Estimation with Dependent Data,” May 1995

Papers Near Completion:

``On Estimation of Economic Models with Recursive Preferences’’ (with J. Favilukis and

S. Ludvigson), 2007.

``On Rate Optimality for Ill-posed Inverse Problems in Econometrics’’ (with M. Reiss),

2007.

``Nonparametric Analysis of Optimal Expenditures for Heart-Attack Treatments’’ (with

D. Bhattacharya and A. Chandra), 2007.

``Nonlinear Panel Data Models with Lagged Dependent Variables’’, (with E. Vytlacil)

``Dependence Properties of Multivariate Reversible Diffusions’’.

“Non/Semiparametric Identification and Estimation of a Dynamic Discrete-Time

Discrete-Choice Models with Unobserved Heterogeneity”, (with J. Heckman and E.

Vytlacil).

“Subordination and Temporal Dependence” (with M. Carrasco and L. P. Hansen).

“Consistent and Directional Tests via Functional Principal Component Analysis” (with

Y. Fan)

“Shape-preserving Estimation of Diffusions” (with L. P. Hansen and J. Scheinkman)

“Asymptotic Properties of Sieve Penalized Estimates with Dependent Data,”

Awards:

U.S.A. NSF Grant SES-0631613 for 2006 – 2009.

2007 Individual Grants Competition of the AERF/CKER of the Society of Actuaries.

U.S.A. NSF Grant SES-0318091 for 2003 – 2006.

UK ESRC grant co-principal investigator with O. Linton and P. Robinson (LSE), 2001-

03

U.S.A. NIH Support co-principal investigator with James Heckman (Chicago), 2000-02

D. Sargan Award, Dept. of Economics, London School of Economics, 2000-02.

Social Science Division Research Grant at University of Chicago, 1998-99

U.S.A. NSF Support for summer 1997.

Doctoral Fellowship, University of California, San Diego (UCSD), 1988-93.

Academic Excellence Award, UCSD, 1989-92; International Student Award, UCSD,

1990.

Outstanding Student Award, University of Western Ontario, 1987-88.

Best Student Awards, Wuhan University, 1984-86.

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